• Title/Summary/Keyword: truncation distribution

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EMPIRICAL BAYES ESTIMATION OF THE TRUNCATION PARAMETER WITH ASYMMETRIC LOSS FUNCTION USING NA SAMPLES

  • Shi, Yimin;Shi, Xiaolin;Gao, Shesheng
    • Journal of applied mathematics & informatics
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    • v.14 no.1_2
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    • pp.305-317
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    • 2004
  • We construct the empirical Bayes (EB)estimation of the parameter in two-side truncated distribution families with asymmetric Linex loss using negatively associated (NA) samples. The asymptotical optimality and convergence rate of the EB estimation is obtained. We will show that the convergence rate can be arbitrarily close to $O(n^{-q}),\;q\;=\;{\lambda}s(\delta\;-\;2)/\delta(s\;+\;2)$.

Hidden Truncation Normal Regression

  • Kim, Sungsu
    • Communications for Statistical Applications and Methods
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    • v.19 no.6
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    • pp.793-798
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    • 2012
  • In this paper, we propose regression methods based on the likelihood function. We assume Arnold-Beaver Skew Normal(ABSN) errors in a simple linear regression model. It was shown that the novel method performs better with an asymmetric data set compared to the usual regression model with the Gaussian errors. The utility of a novel method is demonstrated through simulation and real data sets.

Active vibration robust control for FGM beams with piezoelectric layers

  • Xu, Yalan;Li, Zhousu;Guo, Kongming
    • Structural Engineering and Mechanics
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    • v.67 no.1
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    • pp.33-43
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    • 2018
  • The dynamic output-feedback robust control method based on linear matrix inequality (LMI) method is presented for suppressing vibration response of a functionally graded material (FGM) beam with piezoelectric actuator/sensor layers in this paper. Based on the reduced model obtained by using direct mode truncation, the linear fractional state space representation of a piezoelectric FGM beam with material properties varying through the thickness is developed by considering both the inherent uncertainties in constitution material properties as well as material distribution and the model error due to mode truncation. The dynamic output-feedback robust H-infinity control law is implemented to suppress the vibration response of the piezoelectric FGM beam and the LMI method is utilized to convert control problem into convex optimization problem for efficient computation. In numerical studies, the flexural vibration control of a cantilever piezoelectric FGM beam is considered to investigate the accuracy and efficiency of the proposed control method. Compared with the efficient linear quadratic regulator (LQR) widely employed in literatures, the proposed robust control method requires less control voltage applied to the piezoelectric actuator in the case of same control performance for the controlled closed-loop system.

Measuring Landscape Value of Jeju Island's Mandarin(Orchard) for the Introduction of Direct Payment System of the Landscape Preservation (경관보전직불제 도입을 위한 제주감귤(원)의 경관가치 평가)

  • Ko, Seong-Bo
    • Journal of Korean Society of Rural Planning
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    • v.14 no.1
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    • pp.43-50
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    • 2008
  • The dichotomous-choice contingent valuation method is applied to estimate the landscape value of Jeju mandarin(orchard). A distribution-free approach, Turnbull empirical distribution model, is employed to solve negative willingness to pay and truncation problems. The data used are collected from the interviews with tourist about willingness-to-pay at the various donation amount levels of Jeju mandarin(orchard)'s landscape value. The evaluation result is shown that the average amount of willingness to pay for the Jeju mandarin's landscape value is 12,926 won per person with standard deviation of 1,874.7 won/person. When the number of Jeju visitors is considered, the economic value of Jeju mandarin's landscape rises every year(2005:64.89 billion won, 2011: 84.43 billion won). The average economic value of Jeju mandarin's landscape are estimated 59.65 billion won during 2000-2005 and 76.88 billion won during 2006-2011, respectively.

A Method of Masking Based on Multiplicative Noise (잡음을 이용한 가계조사자료의 정보노출제한방법)

  • Jeong, Dong-Myeong;Kim, Jay-J.;Kim, Kyung-Mi
    • The Korean Journal of Applied Statistics
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    • v.22 no.1
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    • pp.141-151
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    • 2009
  • According to the type of microdata, the various methods have been in use for masking microdata. Multiplicative noise is the one of popular schemes for masking continuous variables. In this paper, we introduce the method of masking based on multiplicative noise and show some results of the application on the 2006 Householder Income and Expenditure Survey (HIES) data. To create the multiplicative noise factor, we used the triangular distribution. truncated triangular distribution, trapezoidal distribution, and double triangular distribution. Also, formulas for the domain estimation for the data masked by the multiplicative noise are developed.

Measuring Landscape Value of Jeju Island's Stonewall Fencing Farming Land for the Introduction of Direct Payment System of the Landscape Preservation (경관보전직불제 도입을 위한 제주밭담의 경관가치 평가)

  • Ko, Seong-Bo
    • Journal of Korean Society of Rural Planning
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    • v.13 no.4
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    • pp.1-8
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    • 2007
  • The dichotomous-choice contingent valuation method is applied to estimate the landscape value of Jeju Island's stonewall fencing farming land. A distribution-free approach, Turnbull empirical distribution model, is employed to solve negative willingness to pay and truncation problems. The data used are collected from the interviews with tourist about willingness-to-pay at the various donation amount levels of Jeju stonewall's landscape value. The evaluation result is shown that the average amount of willingness to pay for the Jeju stonewall fencing farming land is 3,001 won per meter with standard deviation of 511.0 won/m.

trunmnt: An R package for calculating moments in a truncated multivariate normal distribution

  • Lee, Seung-Chun
    • Communications for Statistical Applications and Methods
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    • v.28 no.6
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    • pp.673-679
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    • 2021
  • The moment calculation in a truncated multivariate normal distribution is a long-standing problem in statistical computation. Recently, Kan and Robotti (2017) developed an algorithm able to calculate all orders of moment under different types of truncation. This result was implemented in an R package MomTrunc by Galarza et al. (2021); however, it is difficult to use the package in practical statistical problems because the computational burden increases exponentially as the order of the moment or the dimension of the random vector increases. Meanwhile, Lee (2021) presented an efficient numerical method in both accuracy and computational burden using Gauss-Hermit quadrature. This article introduces trunmnt implementation of Lee's work as an R package. The Package is believed to be useful for moment calculations in most practical statistical problems.

Estimation of Probability Density Function of Tidal Elevation Data using the Double Truncation Method (이중 절단 기법을 이용한 조위자료의 확률밀도함수 추정)

  • Jeong, Shin-Taek;Cho, Hong-Yeon;Kim, Jeong-Dae;Hui, Ko-Dong
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.20 no.3
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    • pp.247-254
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    • 2008
  • The double-peak normal distribution function (DPDF) suggested by Cho et al.(2004) has the problems that the extremely high and low tidal elevations are frequently generated in the Monte-Carlo simulation processes because the upper and lower limits of the DPDF are unbounded in spite of the excellent goodness-offit results. In this study, the modified DPDF is suggested by introducing the upper and lower value parameters and re-scale parameters in order to remove these problems. These new parameters of the DPDF are optimally estimated by the non-linear optimization problem solver using the Levenberg-Marquardt scheme. This modified DPDF can remove completely the unrealistically generated tidal levations and give a slightly better fit than the existing DRDF. Based on the DPDF's characteristic power, the over- and under estimation problems of the design factors are also automatically intercepted, too.

Model reduction techniques for high-rise buildings and its reduced-order controller with an improved BT method

  • Chen, Chao-Jun;Teng, Jun;Li, Zuo-Hua;Wu, Qing-Gui;Lin, Bei-Chun
    • Structural Engineering and Mechanics
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    • v.78 no.3
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    • pp.305-317
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    • 2021
  • An AMD control system is usually built based on the original model of a target building. As a result, the fact leads a large calculation workload exists. Therefore, the orders of a structural model should be reduced appropriately. Among various model-reduction methods, a suitable reduced-order model is important to high-rise buildings. Meanwhile, a partial structural information is discarded directly in the model-reduction process, which leads to the accuracy reduction of its controller design. In this paper, an optimal technique is selected through comparing several common model-reduction methods. Then, considering the dynamic characteristics of a high-rise building, an improved balanced truncation (BT) method is proposed for establishing its reduced-order model. The abandoned structural information, including natural frequencies, damping ratios and modal information of the original model, is reconsidered. Based on the improved reduced-order model, a new reduced-order controller is designed by a regional pole-placement method. A high-rise building with an AMD system is regarded as an example, in which the energy distribution, the control effects and the control parameters are used as the indexes to analyze the performance of the improved reduced-order controller. To verify its effectiveness, the proposed methodology is also applied to a four-storey experimental frame. The results demonstrate that the new controller has a stable control performance and a relatively short calculation time, which provides good potential for structural vibration control of high-rise buildings.

Solution of Gel'fand-Levitan-Marchenko Integral Equation with Restricted Inverse Scattering Potential and Its Applications to Synthesis of Dielectric Constant Distribution (제한된 범위의 역산란 포텐셜을 갖는 Gel'fand-Levitan-Marchenko 적분방정식의 해와 유전율 분포 합성에의 응용)

  • Jang, Wan-Gyu;Jung, Hyun-Soo;Park, Eui-Joon
    • Proceedings of the Korea Electromagnetic Engineering Society Conference
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    • 2003.11a
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    • pp.54-58
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    • 2003
  • In this study, the solution of Gel'fand-Levitan-Marchenko integral equation in the inverse scattering problem is efficiently solved for arbitrarily specified spectra pattern which are reflected from the restricted potential. The procedure is based on the successive approach without iterations. This method lessens the truncation errors which plague conventional design schemes using specific windows for reflection coefficients. It is shown that the method is adequate for the synthesis of the continuously varying one-dimensional potential of the nonuniformly distributed dielectric constants.

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